+15.8%
KDP vs STLD
+268.5%
-252.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +7.9% | +0.8% |
| 7D | +4.5% | -12.5% | +17.0% | +5.5% |
| 30D | +18.5% | -6.8% | +25.3% | +19.0% |
| 3M | +20.8% | -16.4% | +37.2% | +22.2% |
| 6M | +29.4% | -6.1% | +35.5% | +29.5% |
| YTD | +35.9% | +32.0% | +3.9% | +32.3% |
| 1Y | +42.5% | +45.5% | -3.1% | +37.6% |
| 3Y | +29.4% | +106.5% | -77.1% | +19.9% |
| 5Y | +15.8% | +267.2% | -251.4% | -3.4% |
| All | +15.8% | +268.5% | -252.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling